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2009•RePEc: Research Papers in EconomicsRequires access

Prediction Qualities of the Ifo Indicators on a Temporal Disaggregated German GDP

Christian A. Seiler

Open publisher page 26 citations

Abstract

This paper compares the German Gross Domestic Product between 1991 and 2008 with the Ifo business indicators. Because GDP is published quarterly but the Ifo indicators monthly, the most analyses compare these variables by merging the indicators to quarterly data. In this paper an alternative way is shown: GDP will be disaggregated with ECOTRIM, a software package from Eurostat, to get monthly data. Furthermore, a spline-based disaggregation approach is discussed. The results of the analyses demonstrate a high connection between the disaggregated GDP and the Ifo indicators.

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What this paper is about

This paper compares the German Gross Domestic Product between 1991 and 2008 with the Ifo business indicators. Because GDP is published quarterly but the Ifo indicators monthly, the most analyses compare these variables by merging the indicators to quarterly data. In this paper an alternative way is shown: GDP will be disaggregated with ECOTRIM, a software package from Eurostat, to get monthly data. Furthermore, a spline-based disaggregation approach is discussed. The results of the analyses demonstrate a high connection between the disaggregated GDP and the Ifo indicators.

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Available abstract

This paper compares the German Gross Domestic Product between 1991 and 2008 with the Ifo business indicators. Because GDP is published quarterly but the Ifo indicators monthly, the most analyses compare these variables by merging the indicators to quarterly data. In this paper an alternative way is shown: GDP will be disaggregated with ECOTRIM, a software package from Eurostat, to get monthly data. Furthermore, a spline-based disaggregation approach is discussed. The results of the analyses demonstrate a high connection between the disaggregated GDP and the Ifo indicators.

Key concepts: Gross domestic product, Econometrics, German, Economic indicator, Economics, Real gross domestic product, Macroeconomics, Geography

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